I would say no. There are too many unknown factors and the risks are too great
Even if you haven't added pesticides to your house the termites can be eating wood from conifer trees (aka pine) or chemically treated wood. Both would be harmful and perhaps deadly for your dragon. Plus there could be other toxic substances the termites may have chewed on because of proximity to wood. I don't know if termites carry parasites or harmful bacteria but that is always a risk with wild insects. For those reasons the boon of free protein is simply not at all worth the danger to health and life of your dragon
